V-Lab
V-Lab

Mi Chang Oil Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:31.30% (+2.24%)

Analysis last updated: Sunday, April 21, 2024 at 12:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mi Chang Oil Industrial Co Ltd S0GARCH
paramt-stat
ω1.13936.80
α0.13055.30
β0.829029.38
γ10.03951.98
γ2-0.1069-3.35
γ30.11415.02
γ4-0.0707-3.35
γ50.04802.23
γ6-0.0323-1.70
Estimation Period:
Jan 3, 1990 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts